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A. Suleyman Ustunel
A. Suleyman Ustunel
Adresse e-mail validée de fen.bilkent.edu.tr
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Stochastic analysis of the fractional Brownian motion
AS Decreusefond, Laurent and Ustunel
Potential analysis 10 (2), 177-214, 1999
10051999
Transformation of measure on Wiener space
AS Üstünel, M Zakai
Springer Science & Business Media, 2013
2632013
An introduction to analysis on Wiener space
AS Üstünel
Springer, 2006
2542006
Monge-Kantorovitch measure transportation and Monge-Ampere equation on Wiener space
D Feyel, AS Üstünel
Probability theory and related fields 128, 347-385, 2004
1892004
Fractional Brownian motion: Theory and applications
L Decreusefond, AS Üstünel
ESAIM: proceedings 5, 75-86, 1998
941998
The notion of convexity and concavity on Wiener space
D Feyel, AS Üstünel
Journal of Functional Analysis 176 (2), 400-428, 2000
772000
Representation of the distributions on Wiener space and stochastic calculus of variations
AS Üstünel
Journal of functional analysis 70 (1), 126-139, 1987
721987
Measure transport on Wiener space and the Girsanov theorem
D Feyel, AS Üstünel
Comptes Rendus Mathematique 334 (11), 1025-1028, 2002
572002
Variational calculation of Laplace transforms via entropy on Wiener space and applications
AS Üstünel
Journal of Functional Analysis 267 (8), 3058-3083, 2014
512014
Analysis on Wiener space and applications
AS Üstünel
arXiv preprint arXiv:1003.1649, 2010
502010
Transformation of Wiener measure under anticipative flows
AS Üstünel, M Zakai
Probability theory and related fields 93, 91-136, 1992
471992
Random rotations of the Wiener path
AS Üstünel, M Zakai
Probability theory and related fields 103 (3), 409-429, 1995
431995
Entropy, invertibility and variational calculus of adapted shifts on Wiener space
AS Üstünel
Journal of Functional Analysis 257 (11), 3655-3689, 2009
382009
The realization of positive random variables via absolutely continuous transformations of measure on Wiener space
D Feyel, AS Üstünel, M Zakai
362006
Transportation cost inequalities for diffusions under uniform distance
AS Üstünel
Stochastic Analysis and Related Topics: In Honour of Ali Süleyman Üstünel …, 2012
342012
Transformation of the Wiener measure under non-invertible shifts
AS Üstünel, M Zakai
Probability Theory and Related Fields 99, 485-500, 1994
321994
Solution of the Monge–Ampère equation on Wiener space for general log-concave measures
D Feyel, AS Üstünel
Journal of Functional Analysis 232 (1), 29-55, 2006
262006
Applications of the degree theorem to absolute continuity on Wiener space
AS Üstünel, M Zakai
Probability theory and related fields 95, 509-520, 1993
251993
Intégrabilité exponentielle de fonctionnelles de Wiener
AS Üstünel
Comptes rendus de l'Académie des sciences. Série 1, Mathématique 315 (9 …, 1992
231992
Chaos Expansions, Multiple Wiener-Ito Integrals, and Their Applications
C Houdré, V Pérez-Abreu
CRC Press, 1994
221994
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